fix(portfolio): 周报双修——回测基准认 equity 列(生产四文件全被 balance-only 拒)+daily_returns 同日多行取末次(多写者防覆写) [vps]

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>

sanguo_portfolio/weekly_report.py

@@ -31,13 +31,16 @@ def _week_start(d: date) -> date:
 
 
 def daily_returns(series: list[tuple[str, float]]) -> dict[str, float]:
-    """[(date, equity)] → {date: 当日收益率};首日无前值跳过,前值 0 防除零.
-
-    平盘日(收益 0.0)照记不剔除——剔除会低估 TE(M5 终审裁定).
+    """[(date, equity)] → {date: 当日收益率};同日多行取末次写入(多写者日末终值),
+    首日无前值跳过,前值 0 防除零.平盘日(收益 0.0)照记不剔除——剔除会低估 TE(M5 终审裁定).
     """
+    last: dict[str, float] = {}
+    for d, eq in series:
+        last[d] = eq
     out: dict[str, float] = {}
     prev: float | None = None
-    for d, eq in sorted(series):
+    for d in sorted(last):
+        eq = last[d]
         if prev is not None and prev != 0:
             out[d] = eq / prev - 1.0
         prev = eq
@@ -57,7 +60,7 @@ def load_actual_daily_returns(db_path: str, account_id: int,
 
 def load_backtest_daily_returns(db_path: str,
                                 task_id: str) -> dict[str, float] | None:
-    """回测基准:backtest_stats 最新行 → equity_path JSON(date/balance,orient=records)."""
+    """回测基准:backtest_stats 最新行 → equity_path JSON(date/balance|equity,orient=records)."""
     with sqlite3.connect(db_path) as conn:
         row = conn.execute(
             "SELECT equity_path FROM backtest_stats WHERE task_id=? "
@@ -67,11 +70,13 @@ def load_backtest_daily_returns(db_path: str,
     try:
         import pandas as pd
         ec = pd.read_json(row[0], orient="records")
-        if "balance" not in ec.columns:
+        col = "balance" if "balance" in ec.columns else (
+            "equity" if "equity" in ec.columns else None)
+        if col is None:
             return None
         dates = pd.to_datetime(ec["date"]).dt.strftime("%Y-%m-%d")
         series = list(zip(dates.tolist(),
-                          pd.to_numeric(ec["balance"], errors="coerce").tolist()))
+                          pd.to_numeric(ec[col], errors="coerce").tolist()))
         series = [(d, float(v)) for d, v in series if v == v]  # NaN 剔除
         return daily_returns(series) if series else None
     except Exception as exc: